TY - JOUR
T1 - The arc-sine law and its analogs for processes governed by signed and complex measures
AU - Hochberg, Kenneth J.
AU - Orsingher, Enzo
PY - 1994/8
Y1 - 1994/8
N2 - The question whether the classical arc-sine law of Paul Lévy for the proportion of time spent by a Brownian particle on the positive half-line can be extended to generalized higher-order processes governed by signed and complex measures is studied. Both even and odd-order processes are considered, corresponding to heat-type equations with both real and imaginary coefficients. Finally, several mixtures of the earlier cases are analyzed as well.
AB - The question whether the classical arc-sine law of Paul Lévy for the proportion of time spent by a Brownian particle on the positive half-line can be extended to generalized higher-order processes governed by signed and complex measures is studied. Both even and odd-order processes are considered, corresponding to heat-type equations with both real and imaginary coefficients. Finally, several mixtures of the earlier cases are analyzed as well.
KW - Arc-sine law
KW - Complex measures
KW - Feynman-Kac functional
KW - Higher-order heat-type equations
KW - Signed measures
UR - http://www.scopus.com/inward/record.url?scp=0001962747&partnerID=8YFLogxK
U2 - 10.1016/0304-4149(94)90029-9
DO - 10.1016/0304-4149(94)90029-9
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
AN - SCOPUS:0001962747
SN - 0304-4149
VL - 52
SP - 273
EP - 292
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
IS - 2
ER -